Having created a footnote or endnote in Microsoft Word, you can cite references in that footnote or endnote in the same way you cite them in the body of the document. The CSU Library EndNote Tutorial notes (Part 3) provide a step-by-step guide to creating footnotes using the Chicago 15th A output style.
see page 294 of the EndNote X1 User’s guide for more details http://www.csu.edu.au/division/library/research/docs/EndNote.pdf